returns.cal {rportfolio} | R Documentation |
Annualized Returns
Description
Returns the annualized returns of a data returns data
Usage
returns.cal(R1, freq = 252, geometric = TRUE)
Arguments
R1 |
Returns dataset as xts |
freq |
The periodicity of the dataset, Default: 252 |
geometric |
Boolean to control the geometric returns and mean annualized returns, Default: TRUE |
Details
An annualized total return is the geometric average amount of money earned by an investment each year over a given time period.
Value
Gives annualized returns of data
Examples
returns.cal(funds$ret1)
[Package rportfolio version 0.0.3 Index]